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INOC.TO vs. CASH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INOC.TO vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Inovestor Canadian Equity Index ETF (INOC.TO) and Global X High Interest Savings ETF (CASH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INOC.TO achieves a 11.12% return, which is significantly higher than CASH.TO's 0.91% return.


INOC.TO

1D
0.16%
1M
4.50%
YTD
11.12%
6M
13.11%
1Y
23.25%
3Y*
16.74%
5Y*
11.20%
10Y*

CASH.TO

1D
0.00%
1M
0.15%
YTD
0.91%
6M
1.03%
1Y
2.23%
3Y*
3.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INOC.TO vs. CASH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INOC.TO
Global X Inovestor Canadian Equity Index ETF
11.12%13.17%11.66%21.10%-5.66%1.46%
CASH.TO
Global X High Interest Savings ETF
0.91%2.45%4.53%5.11%2.38%0.08%

Correlation

The correlation between INOC.TO and CASH.TO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

-0.01

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Return for Risk

INOC.TO vs. CASH.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INOC.TO
INOC.TO Risk / Return Rank: 6161
Overall Rank
INOC.TO Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
INOC.TO Sortino Ratio Rank: 6565
Sortino Ratio Rank
INOC.TO Omega Ratio Rank: 6969
Omega Ratio Rank
INOC.TO Calmar Ratio Rank: 5454
Calmar Ratio Rank
INOC.TO Martin Ratio Rank: 5353
Martin Ratio Rank

CASH.TO
CASH.TO Risk / Return Rank: 9999
Overall Rank
CASH.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CASH.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CASH.TO Omega Ratio Rank: 9999
Omega Ratio Rank
CASH.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CASH.TO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INOC.TO vs. CASH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Inovestor Canadian Equity Index ETF (INOC.TO) and Global X High Interest Savings ETF (CASH.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INOC.TOCASH.TODifference
Sharpe ratioReturn per unit of total volatility

-7.51

Sortino ratioReturn per unit of downside risk

-23.11

Omega ratioGain probability vs. loss probability

1.38

6.97

-5.59

Calmar ratioReturn relative to maximum drawdown

2.53

112.08

-109.54

Martin ratioReturn relative to average drawdown

8.68

385.49

-376.80

INOC.TO vs. CASH.TO - Sharpe Ratio Comparison

The current INOC.TO Sharpe Ratio is 1.97, which is lower than the CASH.TO Sharpe Ratio of 9.48. The chart below compares the historical Sharpe Ratios of INOC.TO and CASH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INOC.TO vs. CASH.TO - Drawdown Comparison

The maximum INOC.TO drawdown since its inception was -39.65%, which is greater than CASH.TO's maximum drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for INOC.TO and CASH.TO.


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Drawdown Indicators


INOC.TOCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.65%

-0.80%

-38.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-0.02%

-9.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-0.06%

-14.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.16%

-0.00%

-4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

0.01%

+2.67%

Volatility

INOC.TO vs. CASH.TO - Volatility Comparison

Global X Inovestor Canadian Equity Index ETF (INOC.TO) has a higher volatility of 3.12% compared to Global X High Interest Savings ETF (CASH.TO) at 0.06%. This indicates that INOC.TO's price experiences larger fluctuations and is considered to be riskier than CASH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INOC.TOCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

0.06%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

0.16%

+8.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.86%

0.24%

+11.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

0.61%

+12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

0.61%

+14.91%

INOC.TO vs. CASH.TO - Expense Ratio Comparison

INOC.TO has a 0.76% expense ratio, which is higher than CASH.TO's 0.11% expense ratio.


Dividends

INOC.TO vs. CASH.TO - Dividend Comparison

INOC.TO's dividend yield for the trailing twelve months is around 1.16%, less than CASH.TO's 2.19% yield.


PositionTTM20252024202320222021202020192018
CASH.TO
Global X High Interest Savings ETF
2.19%2.53%4.37%5.05%2.30%0.10%0.00%0.00%0.00%
INOC.TO
Global X Inovestor Canadian Equity Index ETF
1.16%1.66%1.61%2.04%1.82%1.81%2.03%1.89%2.06%

Frequently Asked Questions


INOC.TO and CASH.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CASH.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CASH.TO is cheaper with a 0.11% expense ratio, compared with 0.76% for INOC.TO.

INOC.TO is categorized as Canada Equities, while CASH.TO is Money Market. Their fees differ too: 0.76% for INOC.TO and 0.11% for CASH.TO.

Portfolio Optimizer

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